10K
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 25% |
USD=X USD Cash | 25% | |
V Visa Inc. | Financial Services | 25% |
YPF YPF Sociedad Anónima | Energy | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10K, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Jul 25, 2024, the 10K returned 6.75% Year-To-Date and 9.27% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 10K | 6.55% | -2.86% | 4.37% | 17.14% | 11.10% | 9.31% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 13.54% | 12.12% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.15% | 17.05% |
YPF YPF Sociedad Anónima | 14.49% | -2.96% | 11.25% | 37.14% | 3.09% | -5.26% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of 10K, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.77% | 2.26% | 4.03% | 0.78% | 3.16% | -3.75% | 6.55% | ||||||
| 2023 | 11.86% | -2.09% | -0.34% | 1.53% | -1.41% | 12.22% | 0.85% | -0.27% | -6.53% | -4.63% | 18.90% | 2.41% | 33.85% |
| 2022 | 2.99% | -2.52% | 5.56% | -6.20% | 1.42% | -10.61% | 7.65% | 9.94% | 0.16% | 11.94% | 5.34% | 0.16% | 26.17% |
| 2021 | -8.60% | 7.05% | -0.06% | 1.90% | 4.96% | 1.15% | 0.18% | 3.61% | -4.73% | -2.02% | -5.70% | 5.42% | 1.91% |
| 2020 | -3.27% | -7.50% | -15.03% | 3.75% | 10.91% | 4.11% | 3.18% | 1.89% | -10.79% | -5.34% | 19.90% | 0.00% | -3.05% |
| 2019 | 8.18% | -0.72% | 1.66% | 1.47% | 0.24% | 9.64% | -1.20% | -10.93% | -0.04% | 1.84% | 2.42% | 6.24% | 18.69% |
| 2018 | 5.00% | -2.23% | -3.00% | 1.96% | -2.80% | -5.10% | 7.16% | 0.16% | 1.30% | -4.51% | 1.13% | -6.27% | -7.82% |
| 2017 | 9.97% | 1.16% | 5.19% | 2.51% | 0.31% | -2.97% | 0.20% | 1.00% | 3.50% | 4.29% | -0.64% | 0.90% | 27.86% |
| 2016 | -0.43% | 1.40% | 2.47% | 3.55% | 2.02% | -3.64% | 1.47% | -0.89% | 2.19% | -1.13% | -1.70% | 0.12% | 5.32% |
| 2015 | -4.27% | 5.30% | 0.34% | 3.27% | -1.07% | -1.37% | -0.42% | -4.32% | -7.37% | 15.09% | -3.80% | -4.72% | -5.11% |
| 2014 | -9.79% | 6.52% | 2.39% | -3.56% | 3.32% | 2.36% | 1.85% | -0.56% | 2.71% | 2.67% | 1.53% | -4.17% | 4.27% |
| 2013 | 6.45% | -6.50% | 5.80% | -1.54% | 4.15% | 0.96% | 3.39% | -0.06% | 8.57% | 2.77% | 12.25% | 6.34% | 50.02% |
Expense Ratio
10K has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 10K is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.92 | 2.68 | 1.35 | 1.86 | 9.37 |
V Visa Inc. | 0.48 | 0.72 | 1.09 | 0.55 | 1.59 |
YPF YPF Sociedad Anónima | 0.62 | 1.59 | 1.18 | 0.47 | 2.88 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
10K granted a 0.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10K | 0.52% | 0.53% | 0.60% | 0.45% | 0.52% | 0.88% | 0.82% | 0.72% | 0.93% | 0.90% | 0.76% | 0.72% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
V Visa Inc. | 0.79% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
YPF YPF Sociedad Anónima | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.21% | 0.59% | 0.49% | 0.93% | 0.89% | 0.55% | 0.45% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 10K. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 10K was 37.80%, occurring on Mar 9, 2009. Recovery took 200 trading sessions.
The current 10K drawdown is 6.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.8% | Jun 4, 2008 | 199 | Mar 9, 2009 | 200 | Dec 14, 2009 | 399 |
| -35.27% | Jul 15, 2019 | 181 | Mar 23, 2020 | 314 | Jun 4, 2021 | 495 |
| -20.09% | Jan 26, 2012 | 100 | Jun 13, 2012 | 164 | Jan 29, 2013 | 264 |
| -19.09% | Jan 29, 2018 | 236 | Dec 24, 2018 | 121 | Jun 11, 2019 | 357 |
| -18.87% | Apr 5, 2022 | 73 | Jul 14, 2022 | 30 | Aug 25, 2022 | 103 |
Volatility
Volatility Chart
The current 10K volatility is 3.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| USD=X | YPF | V | SPY | |
|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 |
| YPF | 0.00 | 1.00 | 0.23 | 0.34 |
| V | 0.00 | 0.23 | 1.00 | 0.65 |
| SPY | 0.00 | 0.34 | 0.65 | 1.00 |